0.29Open1.32Pre Close645 Volume27 Open Interest9.50Strike Price11.56KTurnover69.36%IV1.17%PremiumNov 8, 2024Expiry Date0.13Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.6407Delta1.1053Gamma44.62Leverage Ratio-0.0646Theta-0.0002Rho-28.59Eff Leverage0.0018Vega